+542.8%
VRT vs GD
+97.4%
+445.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -2.3% | -11.7% | -12.8% |
| 7D | -28.1% | -3.9% | -24.2% | -26.4% |
| 30D | -30.2% | +8.1% | -38.3% | -32.7% |
| 3M | -36.4% | -6.8% | -29.6% | -34.1% |
| 6M | -48.2% | +3.0% | -51.2% | -49.3% |
| YTD | +9.2% | +7.8% | +1.4% | +2.5% |
| 1Y | -7.2% | +5.8% | -13.0% | -11.7% |
| 3Y | +338.7% | +55.3% | +283.4% | +213.4% |
| 5Y | +542.8% | +96.7% | +446.2% | +282.6% |
| All | +542.8% | +97.4% | +445.4% | +282.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling